# A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems

@inproceedings{Mascagni2001AQC, title={A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems}, author={Michael Mascagni and Aneta Karaivanova and Yaohang Li}, booktitle={Monte Carlo Methods Appl.}, year={2001} }

In this paper we present and analyze a quasi-Monte Carlo method for solving elliptic boundary value problems. Our method transforms the given partial differential equation into an integral equation by employing a well known local integral representation. The kernel in this integral equation representation can be used as a transition density function to define a Markov process used in estimating the solution. The particular process, called a random walk on balls process, is subsequently…

## 4 Citations

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The objective is to provide a robust and easy to use implementation that allows further experimentation on this new type of PDE solvers in order to elucidate their capabilities and computational characteristics.

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The members of the Committee approve the thesis of Yaohang Li defended on 7/17/2000. ACKNOWLEDGEMENTS I would like to express my sincere thanks and appreciation to my advisor, Dr. Michael Mascagni…

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